Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 93 | — |
| Standard deviation | 16.37 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 93 | — |
| Standard deviation | 16.78 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 85.39K | — |
| 3-year earnings growth | 17.38 | — |